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Optimal portfolio positioning...
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Monte-Carlo-Methode
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Portfolio-Management
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Article
21
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15
English
5
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Prigent, Jean-Luc
17
Bertrand, Philippe
5
Prigent, J.-L.
2
Renault, Olivier
2
de Palma, André
2
Arouri, M. E.
1
Barthélémy, Fabrice
1
Bellalah, Mondher
1
Ben Ameur, H.
1
Ben Ameur, Hachmi
1
Bertrand, P.
1
Bouasker, Olfa
1
Boujelbéne, Nadia Belkhir
1
Bouri, Abdelfatteh
1
Jawadi, F.
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Jawadi, N.
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Lesne, J.-P.
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Lesne, Jean-Philippe
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Louhichi, W.
1
Mhiri, Maroua
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Naguez, Naceur
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Palma, André
1
Prigent, Jean-luc
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scaillet, Olivier
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Finance : revue de l'Association Française de Finance
5
International journal of business
4
Journal of banking & finance
3
Annals of operations research
1
Applied economics
1
Finance and stochastics
1
International journal of managerial and financial accounting
1
Journal of empirical finance
1
Mathematics of operations research
1
The Geneva risk and insurance review
1
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OLC EcoSci
ECONIS (ZBW)
124
RePEc
57
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
3
Other ZBW resources
1
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1
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
Arouri, M. E.
;
Ben Ameur, H.
;
Jawadi, N.
;
Jawadi, F.
; …
- In:
Applied economics
45
(
2013
)
24
,
pp. 3412-3420
Persistent link: https://www.econbiz.de/10010053598
Saved in:
2
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J.-P.
;
Prigent, J.-L.
;
Scaillet, O.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10008217589
Saved in:
3
Portfolio insurance : the extreme value approach to the CPPI method
Bertrand, P.
;
Prigent, J.-L.
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10009918882
Saved in:
4
Option Pricing with a General Marked Point Process
Prigent, Jean-Luc
- In:
Mathematics of operations research
26
(
2001
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10006418951
Saved in:
5
A Note on Risk Aversion, Prudence and Portfolio Insurance
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10008420791
Saved in:
6
Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 73-116
Persistent link: https://www.econbiz.de/10010160337
Saved in:
7
Optimal Time to Sell in Real Estate Portfolio Management
Barthélémy, Fabrice
;
Prigent, Jean-Luc
- In:
The journal of real estate finance and economics
38
(
2009
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10008160113
Saved in:
8
Utilitarianism and fairness in portfolio positioning
de Palma, André
;
Prigent, Jean-Luc
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1648-1660
Persistent link: https://www.econbiz.de/10008077574
Saved in:
9
A Note on the Valuation of an Exotic Timing Option
Bellalah, Mondher
;
Prigent, Jean-Luc
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 483
Persistent link: https://www.econbiz.de/10007373609
Saved in:
10
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133
Persistent link: https://www.econbiz.de/10007231009
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